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Data:
0.5 7.5 9 9.5 8 10 7 8.5 9 9.5 4 6 8 5.5 7.5 7 7.5 8 7 7 6 10 2.5 9 8 8.5 6 9 8 8 9 5.5 5 7 5.5 9 2 8.5 9 8.5 10 9 8 10 7.5 7.5 6 10 3 10 5.5 10 6 5 4.5 7.5 5 8 5.5 7.5 9.5 8.5 6.5 6.5 10.5 8 10 9.5 9 10 4.5 4.5 0.5 4.5 5.5 6 8.5 8.5 5.5 7 5 3.5 5 5 1.5 8
Seasonal Period
additive
12
1
2
3
4
6
12
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R Code
par1 <- as.numeric(par1) n <- length(x) sx <- sort(x) load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Variance Reduction Matrix',6,TRUE) a<-table.row.end(a) for (bigd in 0:2) { for (smalld in 0:3) { mylabel <- 'V(Y[t],d=' mylabel <- paste(mylabel,as.character(smalld),sep='') mylabel <- paste(mylabel,',D=',sep='') mylabel <- paste(mylabel,as.character(bigd),sep='') mylabel <- paste(mylabel,')',sep='') a<-table.row.start(a) a<-table.element(a,mylabel,header=TRUE) myx <- x if (smalld > 0) myx <- diff(myx,lag=1,differences=smalld) if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd) a<-table.element(a,signif(var(myx), digits=6)) a<-table.element(a,'Range',header=TRUE) a<-table.element(a,signif(max(myx)-min(myx), digits=6)) a<-table.element(a,'Trim Var.',header=TRUE) smyx <- sort(myx) sn <- length(smyx) a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)]), digits=6)) a<-table.row.end(a) } } a<-table.end(a) table.save(a,file='mytable.tab') bitmap(file='pic0.png') op <- par(mfrow=c(2,2)) plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0') plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0') plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1') plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1') par(op) dev.off()
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